Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794147.1172 | 666010.6651 | 128136.4522 | 3140674.499 | 70704.9152 | 3069969.5838 |
Total P&L (%) | 794.1471 | 666.0107 | 128.1365 | 3140.6745 | 70.7049 | 3069.9696 |
Avg Daily Profit (%) | 0.4282 | 0.3591 | 0.0691 | 0.1877 | 0.0288 | 0.1865 |
Buy And Hold Return (%) | 58.7193 | 58.7193 | 58.7193 | 58.7193 | 58.7193 | 58.7193 |
Max Trade Drawdown | -84752 | -70578 | -85999 | -4783650 | -4111390 | -1742992 |
Profit Factor | 2.2887 | 3.2431 | 1.4013 | 1.2064 | 1.0079 | 1.4932 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 50.4274 | 49.1525 | 51.7241 | 50.4274 | 49.1525 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.2499 | 3.3549 | 1.3079 | 1.186 | 1.0426 | 1.3937 |
Largest Winning Trade | 328820 | 328820 | 64549 | 2099256 | 2099256 | 1148978 |
Largest Losing Trade | -28697 | -22129 | -28697 | -1559403 | -1559403 | -838501 |
Avg Bars in Trades | 183 | 173 | 193 | 183 | 173 | 193 |
Avg Bars in Winners | 253 | 230 | 275 | 253 | 230 | 275 |
Avg Bars in Losers | 112 | 118 | 105 | 112 | 118 | 105 |
Bars Traded | 21470 | 10260 | 11210 | 21470 | 10260 | 11210 |
Profit Streak | 51.6819 | 127.2653 | 51.6819 | 51.6819 | 127.2653 | 51.6819 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585173 | -160028 | -284503 | 336745 | -644133 | -169656 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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